Network Structures Uncertainty for Different Markets

DOI10.1007/978-3-319-09683-4_10zbMath1418.91214OpenAlexW2202736076MaRDI QIDQ4562470

Petr A. Koldanov, Victor Zamaraev, Valeriy A. Kalyagin

Publication date: 20 December 2018

Published in: Network Models in Economics and Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-09683-4_10

zbMATH Keywords

minimum spanning treeconditional riskstatistical uncertaintymarket graphmarket network analysis

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Deterministic network models in operations research (90B10) Microeconomic theory (price theory and economic markets) (91B24)

Cites Work

• Statistical analysis of financial networks
• Statistical procedures for the market graph construction
• Measures of uncertainty in market network analysis
• Degree stability of a minimum spanning tree of price return and volatility
• Simple measure of similarity for the market graph construction
• Mining market data: a network approach
• Hub Discovery in Partial Correlation Graphs

This page was built for publication: Network Structures Uncertainty for Different Markets